Default times, no-arbitrage conditions and changes of probability measures.

Delia Coculescu Monique Jeanblanc Ashkan Nikeghbali

Published in: Finance Stochastics (2012)

Keyphrases

probability measures
stochastic process
metric space
probability measure
conditional probabilities
belief functions
multiscale
data structure
state space
multi dimensional
markov random field
non stationary
stochastic processes